My advice no longer holds, without modification. I pack light and never check a bag, so sometimes I miss something. After taking out a two week membership in my favorite gym in Rome, I realized that I didn't pack gym shorts. The usual solution is to head to Rinascente on Via del Corso for pretty much anything I need, which I did today. Unfortunately, they closed down. They moved to Piazza Fiume, near Villa Borghese. It's still a good place to go for things, but I wasn't going to go all the way up there so I went to the nearby Nike Store and picked out some running/gym shorts, which set me back 85 euros. I wish I'd gone to Rinascente.